Does complete your nonresident return first, mean in federal or state?

A Federal Non-resident alien can't use Turbotax....(i.e not a US Citizen)

A US Citizen, with a SSN, residing outside, or inside the USA can use TurboTax

Non-resident State forms need to be filled out before the Resident state forms.

BUT

ALL of the Federal must be completed before touching the state forms...every scrap.

Only then should you start working on the state forms.